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  • Search: subject:"Fractional Difference Process"
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Subject
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Band periodogram 1 Discrete Wavelet Transform 1 Fractional Difference Process 1
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Book / Working Paper 1
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Undetermined 1
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Almasri, Abdullah 1
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Centrum för arbetsmarknadspolitisk forkskning (CAFO), Ekonomihögskolan 1
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CAFO Working Papers 1
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RePEc 1
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A New Approach for Analyzing Fractional Difference Processes
Almasri, Abdullah - Centrum för arbetsmarknadspolitisk forkskning (CAFO), … - 2006
This paper describes a new approach to analys the Fractional Difference (FD) processes using spectral analysis. The approach is based on the periodogram and the main idea behind it is to divide the Fourier frequencies into different frequency intervals or bands, matching the band-pass of the...
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